Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev

DOI10.1080/07474946.2010.520615zbMath1274.62536OpenAlexW2076543694MaRDI QIDQ5894056

I. V. Nikiforov

Publication date: 13 January 2011

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2010.520615

zbMATH Keywords

asymptotic optimalitymultiple hypothesis testingsequential decisionchange-point detection

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Detection theory in information and communication theory (94A13) Fault detection; testing in circuits and networks (94C12) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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